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Advanced Micro Devices, Inc. (AMD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0079031078
CUSIP007903107
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$245.00B
EPS (TTM)$0.70
PE Ratio216.54
PEG Ratio0.66
Total Revenue (TTM)$17.44B
Gross Profit (TTM)$7.83B
EBITDA (TTM)$3.16B
Year Range$93.12 - $227.30
Target Price$191.05
Short %2.59%
Short Ratio0.80

Share Price Chart


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Compare to other instruments

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Advanced Micro Devices, Inc.

Popular comparisons: AMD vs. NVDA, AMD vs. INTC, AMD vs. TSM, AMD vs. MU, AMD vs. SPY, AMD vs. MRVL, AMD vs. VOO, AMD vs. PLTR, AMD vs. TXN, AMD vs. ARM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Advanced Micro Devices, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%FebruaryMarchAprilMayJuneJuly
898.33%
3,165.51%
AMD (Advanced Micro Devices, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Advanced Micro Devices, Inc. had a return of 2.83% year-to-date (YTD) and 37.49% in the last 12 months. Over the past 10 years, Advanced Micro Devices, Inc. had an annualized return of 44.68%, outperforming the S&P 500 benchmark which had an annualized return of 10.77%.


PeriodReturnBenchmark
Year-To-Date2.83%15.41%
1 month-1.97%0.33%
6 months-13.00%13.74%
1 year37.49%21.39%
5 years (annualized)36.12%13.11%
10 years (annualized)44.68%10.77%

Monthly Returns

The table below presents the monthly returns of AMD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202413.76%14.81%-6.25%-12.25%5.38%-2.81%2.83%
202316.03%4.56%24.73%-8.82%32.27%-3.64%0.43%-7.59%-2.74%-4.20%23.01%21.67%127.59%
2022-20.60%7.96%-11.35%-21.79%19.11%-24.93%23.54%-10.16%-25.34%-5.21%29.25%-16.57%-54.99%
2021-6.62%-1.32%-7.11%3.97%-1.89%17.30%13.05%4.27%-7.06%16.84%31.72%-9.14%56.91%
20202.49%-3.23%0.00%15.19%2.69%-2.21%47.18%17.29%-9.72%-8.17%23.07%-1.03%99.98%
201932.23%-3.61%8.46%8.27%-0.80%10.80%0.26%3.28%-7.82%17.04%15.38%17.14%148.43%
201833.66%-11.86%-17.01%8.26%26.19%9.18%22.28%37.32%22.73%-41.05%16.97%-13.33%79.57%
2017-8.55%39.44%0.62%-8.59%-15.86%11.53%9.05%-4.48%-1.92%-13.84%-0.86%-5.60%-9.35%
2016-23.34%-2.73%33.18%24.56%28.73%12.47%33.46%7.87%-6.62%4.63%23.24%27.27%295.12%
2015-3.75%21.01%-13.83%-15.67%0.88%5.26%-19.58%-6.22%-4.97%23.26%11.32%21.61%7.49%
2014-11.37%8.16%8.09%2.00%-2.20%4.75%-6.68%6.65%-18.23%-17.89%-0.36%-4.30%-31.01%
20138.33%-4.23%2.41%10.59%41.84%2.00%-7.60%-13.26%16.51%-12.34%8.98%6.32%61.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMD is 67, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMD is 6767
AMD (Advanced Micro Devices, Inc.)
The Sharpe Ratio Rank of AMD is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 6464Sortino Ratio Rank
The Omega Ratio Rank of AMD is 6363Omega Ratio Rank
The Calmar Ratio Rank of AMD is 7575Calmar Ratio Rank
The Martin Ratio Rank of AMD is 6767Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMD
Sharpe ratio
The chart of Sharpe ratio for AMD, currently valued at 0.64, compared to the broader market-2.00-1.000.001.002.003.000.64
Sortino ratio
The chart of Sortino ratio for AMD, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.19
Omega ratio
The chart of Omega ratio for AMD, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for AMD, currently valued at 0.72, compared to the broader market0.001.002.003.004.005.006.000.72
Martin ratio
The chart of Martin ratio for AMD, currently valued at 2.05, compared to the broader market-30.00-20.00-10.000.0010.0020.002.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.006.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market-30.00-20.00-10.000.0010.0020.006.82

Sharpe Ratio

The current Advanced Micro Devices, Inc. Sharpe ratio is 0.64. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Advanced Micro Devices, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.64
1.82
AMD (Advanced Micro Devices, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Advanced Micro Devices, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-28.29%
-2.86%
AMD (Advanced Micro Devices, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Advanced Micro Devices, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Advanced Micro Devices, Inc. was 96.57%, occurring on Jul 27, 2015. Recovery took 1117 trading sessions.

The current Advanced Micro Devices, Inc. drawdown is 28.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.57%Jun 22, 20003796Jul 27, 20151117Jan 2, 20204913
-89.55%Jan 31, 19851444Oct 17, 19901130Apr 7, 19952574
-72.99%Jun 26, 1995275Jul 25, 1996156Mar 7, 1997431
-72.56%Mar 14, 1997370Aug 31, 1998381Mar 6, 2000751
-65.45%Nov 30, 2021221Oct 14, 2022315Jan 18, 2024536

Volatility

Volatility Chart

The current Advanced Micro Devices, Inc. volatility is 15.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
15.82%
2.76%
AMD (Advanced Micro Devices, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Advanced Micro Devices, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Advanced Micro Devices, Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items